Built for Prop Firms
Designed to pass. Designed to stay funded.
Prop Firm Compliant
Every strategy in the Vibe Algos portfolio is designed to trade within prop firm rules and compliance guidelines. Position sizing, daily loss limits, and trailing drawdown rules are built into the strategy logic — not managed manually.
Optimized for Prop Firm Limitations
All strategies are sized and tuned for standard $50K prop firm challenge accounts. Position sizing, risk targets, and drawdown thresholds are calibrated to this account size out of the box. Can also be run on cash accounts via brokerages that QuantLynk supports.
Heiken Ashi Optimized
Vibe Algos strategies run on Heiken Ashi candles for cleaner trend signals and reduced noise. Each strategy is tuned specifically for this candle type to filter out false entries and improve consistency.
Dynamic Position Sizing
Position size is calculated based on per-trade risk so it never overleverages and stays within MAE (Maximum Adverse Excursion) rules for prop firms. Contract count adjusts automatically to the risk defined in your settings.
Built-In Risk Management
When a daily loss limit is hit, the strategy will not enter any new trades for the rest of the session — but it will not close an open position. We still recommend setting a daily loss limit on the broker side if you want to hard stop at a specific dollar amount.
QuantLynk Optimized Execution
Built to work seamlessly with QuantLynk as the bridge between TradingView and Tradovate. With QuantLynk connected, the strategies execute limit orders for stop losses and take profits. The Mule and The Chariot use OSO (Order Sends Order) — once your entry fills, your stop loss and take profit are automatically placed as limit orders for precise exits. The Elevator and The Big Train use dynamic stops, sending a flatten command to close all positions when conditions change. This delivers more accurate entries and exits than traditional flatten-and-reverse order methods.
